Anic Equity¶

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Total return since start: 0.582 %¶

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Equity now: -----------------------------> 48330.24 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44268.64 Kr¶

PnL: ---------------------------------------> -787.36 Kr¶

DD now: ---------------------------------> -9.017 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 11:34:28.738669'

Anic Portfolio¶

Today¶

Return: 0.035 %¶

This Week¶

Return: -1.973 %¶

Total portfolio value¶

Return including deposits: 58.221 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.490000 1620.540000 151.540000 10.320000 1468.999998
Hexatronic Group 12 6.140000 1058.400000 91.400000 9.450000 966.999996
Hoist Finance 35 0.000000 1013.250000 33.250000 3.390000 980.000000
OX2 13 -0.330000 968.500000 18.500000 1.950000 949.999999
VEF 909 1.990000 1867.090000 17.090000 0.920000 1850.000436
INVISIO 16 1.310000 3704.000000 15.000000 0.410000 3689.000000
Clas Ohlson B 12 5.990000 987.600000 14.600000 1.500000 972.999996
BioGaia B 8 3.420000 942.400000 12.400000 1.330000 930.000000
Gränges 9 2.060000 935.100000 7.100000 0.770000 927.999999
HEXPOL B 9 1.610000 1025.100000 4.100000 0.400000 1020.999996
Sagax B 4 0.230000 857.600000 3.600000 0.420000 854.000000
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
JM 6 -1.310000 861.000000 -3.000000 -0.350000 864.000000
Bilia A 8 1.550000 892.000000 -8.000000 -0.890000 900.000000
AcadeMedia 8 -2.640000 389.440000 -12.560000 -3.120000 402.000000
Byggmax Group 33 2.440000 943.140000 -12.860000 -1.350000 956.000001
Catena 2 -2.360000 778.400000 -13.600000 -1.720000 792.000000
Atrium Ljungberg B 5 -4.660000 920.000000 -15.000000 -1.600000 935.000000
Biotage 7 -1.280000 917.700000 -23.300000 -2.480000 940.999997
Creaspac SPAC 39 0.210000 3693.300000 -24.700000 -0.660000 3717.999987
Addnode Group B 11 1.940000 895.950000 -25.050000 -2.720000 921.000003
SKF B 5 1.250000 911.500000 -28.500000 -3.030000 940.000000
ASSA ABLOY B 3 -0.400000 750.000000 -29.000000 -3.720000 779.000001
EQT 4 0.730000 799.000000 -33.000000 -3.970000 832.000000
Nordic Waterproofing Holding 7 -0.300000 931.000000 -36.000000 -3.720000 966.999999
Alimak Group 11 0.870000 891.000000 -37.000000 -3.990000 927.999996
Latour B 4 0.890000 813.200000 -43.800000 -5.110000 857.000000
Vitec Software Group B 2 1.570000 1033.000000 -54.000000 -4.970000 1087.000000
Platzer Fastigheter Holding B 12 -0.790000 901.200000 -59.800000 -6.220000 960.999996
Bufab 3 1.220000 1047.600000 -61.400000 -5.540000 1109.000001
Indutrade 5 -0.090000 1152.000000 -66.000000 -5.420000 1218.000000
Orrön Energy 180 0.830000 1968.300000 -74.700000 -3.660000 2043.000000
Sedana Medical 93 0.850000 2416.140000 -104.860000 -4.160000 2521.000011
BHG Group 97 -0.830000 1281.370000 -177.630000 -12.170000 1458.999989
Hexagon B 26 0.080000 3252.600000 -208.400000 -6.020000 3461.000010
TOTAL 44274.420000 -781.580000 -9.00659% 45056.000411

Updated:¶

'2023-07-07 11:34:10.602184'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶